[Octave-bug-tracker] [bug #29543] normcdf lacks precision on the tails of the distribution

[Jaroslav Hajek]

Update of bug #29543 (project octave):

                  Status:                Wont Fix => Fixed                  
             Assigned to:                    None => highegg                
             Open/Closed:                    Open => Closed                 

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Follow-up Comment #6:

The accuracy of our erf is fine, in fact it's normally handled by libc. The
problem in fact is that the underlying formula
(1 + erf(x/sqrt(2)))/2 suffers from severe cancellation for larger negative
x. All that is needed is to employ erfc instead.

http://hg.savannah.gnu.org/hgweb/octave/rev/e74bff13aa26

cheers

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